Heat oven to 220C/200C fan/gas 7. Cut the pastry sheet into 8 equal squares.
Skin the sausages, then lay the meat from one sausage in the middle of a pastry square. Put 2 sage leaves on top. Brush a little egg on one side then seal the pastry squares using your fingers to create a crimped edge. Repeat to make 7 more.
Transfer to a lightly greased baking tray, brush with more egg and bake for 25-30 mins until golden brown and cooked through.
Allow to cool for a few mins then run a palette knife underneath to loosen the sausage rolls. They can be eaten hot or cold. For a picnic, simply cool and pop into a container, layered with baking parchment. Will keep for 2 days in the fridge.